Surely this has been mentioned previously, but I don't remember, and I've just found transcripts, which I never found last time. Looked too soon, I guess.

First, the bbc site, which has no video/transcipts, I think.
http://www.bbc.co.uk/nightmares
a.k.a.:
http://news.bbc.co.uk/1/hi/magazine/4171213.stm

Next, A 'Curtis's response'
http://news.bbc.co.uk/1/hi/programmes/4171213.stm
EDIT: Oh, wait, I've done this twice. Um, go look at the links in the right-most column. uh, yeah. -_-; /EDIT

Now for the transcript and video thing mentioned in the subject.

I didn't look at the video, but I trust it's there behind the links that say so.

http://www.daanspeak.com/TranscriptPowerOfNightmares1.html
http://www.daanspeak.com/TranscriptPowerOfNightmares2.html
http://www.daanspeak.com/TranscriptPowerOfNightmares3.html

>>[ END CREDITS - MUSIC : "Baby It's Cold Outside" ]
A random glance at the end and I don't think it mentions the dancing being shown while the song is played.

http://nuclearfree.lynx.co.nz/nightmares.htm

http://207.44.245.159/video1037.htm
http://207.44.245.159/video1038.htm
http://207.44.245.159/video1040.htm

Hmm. The top of the page says it has news you won't see on cnn. Which leads me to wonder whether cnn is allowed to broadcast in the uk. (Fox isn't allowed.)

Also, now searching with google for 'cnn fox news', I see 'CNN practiced self-censorship', and I think of the Washington Post and New York Times, I think it was, who have done this in the past twice I can think of (Vietnam and, er, one of the Gulf wars, okay you got me there), and then apologised after the event. I'd feel more cofortable if anyone else remembered this...

Thanks for the links!
Oh. RealMedia format. Sheeez.
Gotta get off my s someday and set up that BitTorrent thing the young people keep talking about. I hear you can find this on that place.